Principaux titres en portefeuille Market Value Shares Weight %
Fannie Mae or Freddie Mac 5.5% 15/08/2040 9.90 M 10.00 M 6.775%
Sequoia Mortgage Trust 5.596669% 25/11/2053 3.91 M 4.05 M 2.678%
Towd Point Mortgage Trust 4.53194% 25/07/2066 3.87 M 4.00 M 2.651%
Freddie Mac 2.5% 01/02/2042 3.30 M 3.74 M 2.259%
Woodward Capital Management 2.5% 25/11/2051 3.06 M 3.72 M 2.095%
GS Mortgage-Backed Securities 4.118438% 25/07/2061 2.86 M 3.00 M 1.959%
Fannie Mae 2% 01/09/2041 2.80 M 3.27 M 1.918%
New Residential Mortgage Loan 6% 25/06/2062 2.20 M 2.31 M 1.506%
PRP Advisors, LLC 5.25% 25/06/2056 2.17 M 2.30 M 1.485%
Saluda Grade Alternative Mortg 6.3244% 25/06/2056 2.00 M 2.00 M 1.372%
FIGRE Trust 5.36574% 25/07/2056 2.00 M 2.00 M 1.369%
Pretium Mortgage Credit Partne 4% 25/07/2069 1.92 M 2.00 M 1.314%
Ellington Financial Mortgage T 4.75% 25/05/2056 1.89 M 2.00 M 1.296%
COLT Funding LLC 4.212042% 25/02/2067 1.72 M 2.00 M 1.175%
SG Capital Partners 1.56% 25/07/2061 1.66 M 2.00 M 1.135%
Onslow Bay Financial LLC 5.636% 25/04/2056 1.61 M 1.63 M 1.102%
MFRA Trust 3.199% 25/11/2056 1.60 M 2.00 M 1.096%
Credit Suisse Mortgage Trust 4.98% 25/05/2067 1.60 M 1.75 M 1.095%
Mello Mortgage Capital Accepta 3% 25/04/2052 1.59 M 1.90 M 1.087%
J.P. Morgan Wealth Management 3% 25/02/2050 1.54 M 1.82 M 1.055%
